We consider point processes of rare events that keep record of the number of extreme occurrences on
We consider point processes of rare events that keep record of the number of extreme occurrences on a certain time frame and also of the magnitude of the exceedances observed in every such occasion. We study the convergence of such point processes both in the presence and absence of clustering. As a result we prove the convergence of record times and record values point processes.
Date and Venue
Start Date
Venue
Room M031
Speaker
Jorge Freitas
Speaker's Institution
CMUP -- FCUP
Area
Dynamical Systems